Local influence analysis for Poisson autoregression with an application to stock transaction data

Fukang Zhu; Shuangzhe Liu; Lei Shi

doi:10.1111/stan.12071

Local influence analysis for Poisson autoregression with an application to stock transaction data

Statistica Neerlandica ◽

10.1111/stan.12071 ◽

2015 ◽

Vol 70 (1) ◽

pp. 4-25 ◽

Cited By ~ 9

Author(s):

Fukang Zhu ◽

Shuangzhe Liu ◽

Lei Shi

Keyword(s):

Local Influence ◽

Influence Analysis ◽

Transaction Data ◽

Stock Transaction ◽

Local Influence Analysis

Download Full-text

Bayesian local influence analysis: With an application to stochastic frontiers

Economics Letters ◽

10.1016/j.econlet.2018.02.005 ◽

2018 ◽

Vol 165 ◽

pp. 54-57

Author(s):

Mike G. Tsionas

Keyword(s):

Local Influence ◽

Stochastic Frontiers ◽

Influence Analysis ◽

Local Influence Analysis ◽

Bayesian Local Influence

Download Full-text

Local Influence Analysis

Encyclopedia of Biopharmaceutical Statistics ◽

10.3109/9781439822463.117 ◽

2010 ◽

pp. 722-724

Author(s):

Nicola Sartori

Keyword(s):

Local Influence ◽

Influence Analysis ◽

Local Influence Analysis

Download Full-text

Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00363 ◽

2003 ◽

Vol 30 (4) ◽

pp. 767-780 ◽

Cited By ~ 12

Author(s):

Zhong-Yi Zhu ◽

Xuming He ◽

Wing-Kam Fung

Keyword(s):

Linear Models ◽

Local Influence ◽

Partially Linear Models ◽

Influence Analysis ◽

Partially Linear ◽

Local Influence Analysis

Download Full-text

On local influence analysis of full information item factor models

Psychometrika ◽

10.1007/bf02294731 ◽

2003 ◽

Vol 68 (3) ◽

pp. 339-360 ◽

Cited By ~ 5

Author(s):

Sik-Yum Lee ◽

Liang Xu

Keyword(s):

Factor Models ◽

Local Influence ◽

Full Information ◽

Influence Analysis ◽

Information Item ◽

Local Influence Analysis

Download Full-text

Local Influence Analysis for Latent Variable Models with Non-Ignorable Missing Responses

Handbook of Latent Variable and Related Models - Handbook of Computing and Statistics with Applications ◽

10.1016/b978-044452044-9/50009-4 ◽

2007 ◽

pp. 109-134

Author(s):

Bin Lu ◽

Xin-Yuan Song ◽

Sik-Yum Lee ◽

Fernand Mac-Moune Lai

Keyword(s):

Latent Variable ◽

Latent Variable Models ◽

Local Influence ◽

Influence Analysis ◽

Missing Responses ◽

Local Influence Analysis

Download Full-text

Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach

Economics Letters ◽

10.1016/j.econlet.2018.01.008 ◽

2018 ◽

Vol 164 ◽

pp. 79-81 ◽

Cited By ~ 1

Author(s):

Shuaihe Zhuo

Keyword(s):

Stochastic Frontier ◽

Local Influence ◽

Perturbation Approach ◽

Influence Analysis ◽

Frontier Estimation ◽

Stochastic Frontier Estimation ◽

Local Influence Analysis

Download Full-text

Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.702367 ◽

2014 ◽

Vol 43 (17) ◽

pp. 3580-3595 ◽

Cited By ~ 2

Author(s):

Lian Yang ◽

Hu Yang

Keyword(s):

Ridge Regression ◽

Local Influence ◽

Influence Analysis ◽

Local Influence Analysis ◽

Linear Restrictions

Download Full-text

Perturbation Selection and Local Influence Analysis for Nonlinear Structural Equation Model

Psychometrika ◽

10.1007/s11336-009-9114-3 ◽

2009 ◽

Vol 74 (3) ◽

pp. 493-516 ◽

Cited By ~ 9

Author(s):

Fei Chen ◽

Hong-Tu Zhu ◽

Sik-Yum Lee

Keyword(s):

Structural Equation Model ◽

Structural Equation ◽

Equation Model ◽

Local Influence ◽

Influence Analysis ◽

Nonlinear Structural ◽

Nonlinear Structural Equation Model ◽

Nonlinear Structural Equation ◽

Local Influence Analysis

Download Full-text

Stepwise local influence analysis

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2010.08.001 ◽

2011 ◽

Vol 55 (2) ◽

pp. 973-982 ◽

Cited By ~ 15

Author(s):

Lei Shi ◽

Mei Huang

Keyword(s):

Local Influence ◽

Influence Analysis ◽

Local Influence Analysis

Download Full-text

Local influence analysis for GMM estimation

AStA Advances in Statistical Analysis ◽

10.1007/s10182-021-00398-5 ◽

2021 ◽

Author(s):

Jun Lu ◽

Wen Gan ◽

Lei Shi

Keyword(s):

Local Influence ◽

Gmm Estimation ◽

Influence Analysis ◽

Local Influence Analysis

Download Full-text